similar to: 3D Black-Scholes Graph Help!

Displaying 20 results from an estimated 300 matches similar to: "3D Black-Scholes Graph Help!"

2010 Jul 20
2
[LLVMdev] I would like to merge PARSEC into test-suite
From here: http://parsec.cs.princeton.edu It is open-source and redistributable, and I have added LICENSE.TXT files to all the pieces I want to merge. These are blackscholes, canneal, dedup, fluidanimate, freqmine, streamcluster, and swaptions. I will disable the tests by default on the initial merge and test thoroughly on Linux and MacOS before enabling them. May I please commit my
2010 Jul 20
3
[LLVMdev] I would like to merge PARSEC into test-suite
On Tue, Jul 20, 2010 at 1:30 AM, Owen Anderson <resistor at mac.com> wrote: > Patrick, > > On Jul 20, 2010, at 1:18 AM, Patrick Simmons wrote: >> It is open-source and redistributable, and I have added LICENSE.TXT >> files to all the pieces I want to merge.  These are blackscholes, >> canneal, dedup, fluidanimate, freqmine, streamcluster, and swaptions.  I >>
2010 Jul 20
0
[LLVMdev] I would like to merge PARSEC into test-suite
Patrick, On Jul 20, 2010, at 1:18 AM, Patrick Simmons wrote: > It is open-source and redistributable, and I have added LICENSE.TXT > files to all the pieces I want to merge. These are blackscholes, > canneal, dedup, fluidanimate, freqmine, streamcluster, and swaptions. I > will disable the tests by default on the initial merge and test > thoroughly on Linux and MacOS before
2011 Apr 23
2
Loop and Solver with Black/Scholes-Formula
Hello, for my diploma thesis I need to program a solver for Merton?s respectively Black?s and Scholes? Option pricing formula, which should be achieved for several dates. What I want to do is to estimate the value of a firm?s assets "vA" (x[2] denotes vA) and the option-implied volatility of firm?s assets "sigA" (x[1] denotes sigA) by solving it simultaneous using the Black
2011 Aug 18
1
Loop trouble with Excel Serial Numbers!
Hi All! I'm trying to convert serial numbers in Excel to dates in R. For each single "thedate" entry, I get a correct answer. But if I try using the for loop, I get bizarre numbers in "mynewdata". thedate<-as.matrix(40548:40759,ncol=1) exdate<-function(){ mynewdate<-NULL for(i in 1:nrow(thedate)){
2010 Jul 21
0
[LLVMdev] I would like to merge PARSEC into test-suite
Daniel Dunbar wrote: > On Tue, Jul 20, 2010 at 1:30 AM, Owen Anderson <resistor at mac.com> wrote: > >> Patrick, >> >> On Jul 20, 2010, at 1:18 AM, Patrick Simmons wrote: >> >>> It is open-source and redistributable, and I have added LICENSE.TXT >>> files to all the pieces I want to merge. These are blackscholes, >>> canneal,
2010 Jul 22
2
[LLVMdev] I would like to merge PARSEC into test-suite
On Wed, Jul 21, 2010 at 11:57 AM, John Criswell <criswell at uiuc.edu> wrote: > Daniel Dunbar wrote: >> >> On Tue, Jul 20, 2010 at 1:30 AM, Owen Anderson <resistor at mac.com> wrote: >> >>> >>> Patrick, >>> >>> On Jul 20, 2010, at 1:18 AM, Patrick Simmons wrote: >>> >>>> >>>> It is open-source and
2011 Sep 02
2
If NA Problem!
Hi All! Please find code and the respective lists below. My problem: I specify the case that lilwin[[p]] is not an NA and want the code found in iwish to be returned ONLY for that case. Why do I get a list of length 2 (and why is NULL the first element)? I understand that the code below is quite senseless. I have run into a problem while working on a large project and wanted to simplify it in
2010 Jul 22
0
[LLVMdev] I would like to merge PARSEC into test-suite
It's not *that* big. The patch is 634K uncompressed. I'd say it would be annoying to have that attached to an email message, but it's no bigger than existing MultiSource tests. --Patrick On 07/21/2010 08:13 PM, Daniel Dunbar wrote: > On Wed, Jul 21, 2010 at 11:57 AM, John Criswell<criswell at uiuc.edu> wrote: > >> Daniel Dunbar wrote: >>
2011 Oct 19
0
[LLVMdev] ANN: libclc (OpenCL C library implementation)
Ralf, What version of the SDK were you using for your analysis? I don't see that in the slides/pdf. Thanks, Micah > -----Original Message----- > From: llvmdev-bounces at cs.uiuc.edu [mailto:llvmdev-bounces at cs.uiuc.edu] > On Behalf Of Ralf Karrenberg > Sent: Wednesday, October 19, 2011 2:13 PM > To: llvmdev at cs.uiuc.edu > Subject: Re: [LLVMdev] ANN: libclc (OpenCL C
2011 Sep 13
1
Deleting Rows based on Factor and Time Period
Hi All! I have been messing around with this problem for about a week but to no avail! The following data has been cut down in order to make my question reproducible. The alldat data frame includes 2 columns: 1 date column and 1 factor column (equity names)).
2011 Oct 19
1
[LLVMdev] ANN: libclc (OpenCL C library implementation)
Hi Micah, The numbers from the paper were measured with the ATI Stream SDK v2.1 (it's only mentioned in the references I think). The most recent measurements I have were done with the current v2.5. Best, Ralf Am 19.10.2011 23:43, schrieb Villmow, Micah: > Ralf, > What version of the SDK were you using for your analysis? I don't see that in the slides/pdf. > > Thanks, >
2011 Oct 19
6
[LLVMdev] ANN: libclc (OpenCL C library implementation)
Hi everybody, the compiler design lab at Saarland University (chair of Sebastian Hack) is also working on an LLVM-based OpenCL driver. The project started as a use-case for our "Whole-Function Vectorization" library, which allows to transform a function to compute the same as W executions of the original code by using SIMD instructions (W = 4 for SSE/AltiVec, 8 for AVX). The
2012 Aug 07
1
how to write out a tree file with bootstrap from phangorn package
Dear R-helpers and Klaus, I would like to know how to write out a tree file with bootstrap from phangorn package. That tree file could be in newick format or others. I am new for phylogenetic operation in R. Could you please give me any directions on that? Thanks in advance. Best wishes, Jian-Feng, ######## # as a example # I accomplished 1000 bootstrap simulation on a fit object (a maximum
2010 May 28
2
problem with a function
Hi all, I have a function rho.f which gives a list of estimators. I have the following problems. rho.f(0.3) gives me the right answer. However, if I use rho.f(corr[4]) give me a different answer, even though corr[4]==0.3. This prevents me from using a for loop. Can someone give me some help? Thank you very much in advance. Hannah >
2010 Nov 22
0
[LLVMdev] Sparc back end fix
Hi Tim, Thanks for the patch. I had a few questions though - just to make sure that I get the problem correctly. Currently, here is your flow, as I understand it : x86 llvm-gcc binary llc -march=sparc gcc cross/sparc source ---------------------> .bc ------------------> .s -----------------> sparc executable. Is this correct? Or did you manage to build the
2010 Mar 17
1
hexadecimal colors
Hi I would like to produce a red shading I figured the easiest way to do that would be to use rgb in the following way: a <- seq(0,0.9,by=0.1) redshade <- rgb(red=1,green=a, blue=a) However, I don't really know how to plot things using hexadecimal colors. I used a function which tries to find the closest color to the rgb shades but it didn't work very well. Any
2010 Feb 11
1
histogam plots
Hi all, I want to draw a histgram for each row of a matrix and compare them. However the plot I got does not have the same y range and x range, which makes it difficult to make the comparison. Is there a easy way to fix the x range and y range in a xy plot for several plots, instead of specifying them for each plot. The following is my code for generalizing the matrix and draw the histogram.
2010 Nov 22
3
[LLVMdev] Sparc back end fix
Hi everyone, Following my earlier posting (http://lists.cs.uiuc.edu/pipermail/llvmdev/2010-November/036292.html), I sent another message to the list, but it seems like it didn't get through :-( I managed to fix the problem in my earlier post and compile a cross-llvm-gcc. Then I discovered I was having problems with a setting a variable based on a ?: condition. Anyway, I've
2011 Aug 23
1
Testing Specific Hypothesis
Hi All! I am interested in testing whether the means for the data I am investigating are equal to a specific value - let's say 0.01. I have already run a one-way ANOVA and know that the differences in the means are not significant, so now I want to know what values the means take on. "otestme" is the data I am working with (it would be hard for me to get into a form that would be